The horizontal line in the header and footer belongs to the border line, which can be cancelled by setting the border to none.

Method 1: Double-click the header and footer to enter the editing state, click the beginning of wps text or word, find the border line, and select the borderless type inside. As shown in the figure:

Method 2: Double-click the header and footer to enter the editing state, click the page layout page border, and click no border, as shown: